For cheap efficient heat, an rmh is hard to beat. Really, it is one of the most efficient heaters you can have and can be made for FREE, at least no money out of pocket but plenty of time. It does take a little skill to run it right, but any wood stove does.
Hydronic is really awesome, but there is a minimum level of complexity and cost that make it uncommon. And most systems end up way more complicated than they needed to be. I have seen complete off grid solar heating using a large water heat reserve, but nearly a quarter of the house cost went to the heating system.
I am thinking about it for my next house for the cooling, I have abundant spring water that is 60 degrees year round. But that has condensation risks you have to be careful about or you turn your floor into a petri dish.